public void ComparesAgainstExternalDataAfterReset() { var rocr = new RateOfChangeRatio("ROCR", 5); RunTestIndicator(rocr); rocr.Reset(); RunTestIndicator(rocr); }
public override void Initialize() { SetStartDate(2013, 10, 07); //Set Start Date SetEndDate(2013, 10, 11); //Set End Date SetCash(100000); //Set Strategy Cash // Find more symbols here: http://quantconnect.com/data AddEquity("SPY", Resolution.Second); Securities["SPY"].FeeModel = new ConstantFeeTransactionModel((decimal)0); _rateOfChangeRatio = ROCR("SPY", 1, Resolution.Minute); }
private static void RunTestIndicator(RateOfChangeRatio rocr) { TestHelper.TestIndicator(rocr, "spy_rocr.txt", "ROCR_5", (ind, expected) => Assert.AreEqual(expected, (double)ind.Current.Value, 1e-6)); }
public void ResetsProperly() { var rocr = new RateOfChangeRatio("ROCR", 5); TestHelper.TestIndicatorReset(rocr, "spy_rocr.txt"); }